"A note on allocation of portfolio shares of random assets with Archimedean ..."

Xiaohu Li, Yinping You (2014)

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DOI: 10.1007/S10479-012-1137-Y

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type: Journal Article

metadata version: 2020-08-13

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Xiaohu Li, Yinping You:
A note on allocation of portfolio shares of random assets with Archimedean copula. Ann. Oper. Res. 212(1): 155-167 (2014)

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